Contents
Ch. 1: Numerical Basics
Ch. 2: Method of Least Squares
Ch. 3: Recursive Least-Squares Filtering
Ch. 4: Polynomial Kalman Filters
Ch. 5: Kalman Filters in a Nonpolynomial World
Ch. 6: Continuous Polynomial Kalman Filter
Ch. 7: Extended Kalman Filtering
Ch. 8: Drag and Falling Object
Ch. 9: Cannon-Launched Projectile Tracking Problem
Ch. 10: Tracking a Sine Wave
Ch. 11: Satellite Navigation
Ch. 12: Biases
Ch. 13: Linearized Kalman Filtering
Ch. 14: Miscellaneous Topics
Ch. 15: Fading-Memory Filter
Ch. 16: Assorted Techniques for Improving Kalman-Filter Performance
Ch. 17: Fixed-Memory Filters
Ch. 18: Chain-Rule and Least-Squares Filtering
Ch. 19: Filter Bank Approach to Tracking a Sine Wave